Anic Equity¶

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Total return since start: 0.58 %¶

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Equity now: -----------------------------> 48255.15 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46860.25 Kr¶

PnL: ---------------------------------------> -28.32 Kr¶

DD now: ---------------------------------> -0.771 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 15:54:26.319281'

Anic Portfolio¶

This Week¶

Return: 1.407 %¶

Total¶

Return: 57.801 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.120000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 1.510000 3151.200000 180.200000 6.070000 2971.000006
Corem Property Group B 59 0.450000 665.520000 88.520000 15.340000 576.999999
Boozt 12 1.970000 1740.000000 86.000000 5.200000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 0.510000 436.200000 81.200000 22.870000 355.000000
HMS Networks 2 1.830000 732.800000 59.800000 8.890000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
OEM International B 7 1.760000 565.600000 37.600000 7.120000 527.999997
Intrum 4 2.450000 559.600000 32.600000 6.190000 527.000000
SAAB B 8 0.350000 3406.400000 29.400000 0.870000 3377.000000
Norva24 Group 16 4.900000 568.640000 25.640000 4.720000 543.000000
Eastnine 4 2.060000 516.000000 25.000000 5.090000 491.000000
Coor Service Management Hold. 8 1.680000 556.000000 24.000000 4.510000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.180000 260.160000 14.160000 5.760000 246.000000
AcadeMedia 12 1.540000 569.280000 12.280000 2.200000 557.000004
Resurs Holding 22 1.180000 585.420000 11.420000 1.990000 573.999998
MedCap 2 -2.050000 431.000000 10.000000 2.380000 421.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
Securitas B 6 1.450000 577.680000 7.680000 1.350000 570.000000
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
Creaspac SPAC 6 0.620000 582.000000 5.000000 0.870000 577.000002
Swedbank A 3 1.310000 566.400000 2.400000 0.430000 564.000000
CTEK 13 2.590000 536.380000 2.380000 0.450000 533.999999
Essity B 2 -1.310000 572.400000 -1.600000 -0.280000 574.000000
Handelsbanken A 5 -0.050000 543.750000 -2.250000 -0.410000 546.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Nordea Bank Abp 29 -0.070000 3446.940000 -7.060000 -0.200000 3453.999992
Midsona B 63 -1.300000 575.820000 -7.180000 -1.230000 582.999984
International Petroleum Corp. 5 3.130000 560.000000 -34.570000 -5.810000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.370000 3766.000000 -84.000000 -2.180000 3850.000000
Axfood 13 1.410000 3638.700000 -117.300000 -3.120000 3756.000001
OX2 18 1.430000 1535.400000 -128.600000 -7.730000 1663.999992
Ovzon 52 4.420000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46807.250000 -81.320000 -0.87958% 46888.564618

Updated:¶

'2023-01-18 15:53:46.949925'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶